How do I change the units to meters or create an object that is X mm wide?
Just to make it easier for other 2.8x users.

Change your units to metric.
Properties panel > Scene Tab > Units  



To check the volume of objects, enable the 3D-Print Toolbox addon.
Preferences > Addons and click the checkmark.



After it's enabled, you can see the volume here.
Sidebar > 3D Print tab